+30.8%
PFE vs BMNR
+234.0%
-203.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | 0.0% |
| 7D | -4.3% | +5.0% | -9.3% | -4.3% |
| 30D | +2.7% | +33.8% | -31.1% | +2.7% |
| 3M | +10.0% | +49.4% | -39.5% | +10.0% |
| 6M | +7.2% | +17.0% | -9.8% | +7.2% |
| YTD | +17.3% | -10.8% | +28.2% | +17.3% |
| 1Y | +20.3% | -45.7% | +66.0% | +20.3% |
| All | +30.8% | +234.0% | -203.2% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BMNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling